A Fuzzy Approach to Portfolio Rebalancing with Transaction Costs.

Yong Fang K. K. Lai Shouyang Wang

Published in: International Conference on Computational Science (2003)

Keyphrases

transaction costs
portfolio management
fuzzy sets
fuzzy logic
search costs
membership functions
stock exchange
portfolio selection
fuzzy rules
transaction cost economics
decision making
stock market
stock price
fuzzy numbers
data mining
multistage
feature selection